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Date/Time: Sat, 20 Apr 2024 13:39:47 +0000



Datafeed option for my set-up

View Count: 849

[2020-01-16 12:05:44]
IconBob - Posts: 61
Marked private because it shows my trading screens. Sorry for the video but it's very short and easier than trying to explain. I just updated the video to add the missing sound. Sorry about that.
Date Time Of Last Edit: 2020-01-16 15:53:25
Private File
[2020-01-16 16:57:20]
Sierra Chart Engineering - Posts: 104368
Thank you for the video. We do remember you and we did get your private message and we planned to follow-up about another item in that private message.

You were asking about whether we can provide and option to enable and disable combining the implied market depth data with the regular market depth data, with the Sierra Chart data feeds including the Denali feed. You are asking the same thing in the video as well.

Yes technically this can be done but it is still a significant development item and we do not know how soon we can get to it. So it would be quite some time before we could even look at doing that.

But one thing we want to point out in the video, is that you have a misunderstanding about the Numbers Bars bid and ask volumes that you see. Those are completely unaffected by the implied market depth. Only the current displayed market depth values are affected by the implied market depth.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-01-16 17:23:24]
IconBob - Posts: 61
I know the numbers bars are based on volume. What I was trying to point out that the study Market Depth Historical Graph is affected by the implicit orders such that it is difficult to see the explicit orders making the study not as helpful in seeing the underlying bid/ask depth history. I was careless in moving the pointer around. Thanks for the response.
[2020-01-21 00:53:35]
Sierra Chart Engineering - Posts: 104368
Do contact us in about 2 to 3 months regarding this. We do intend to transmit implied depth separately and you can enable and disable it within Sierra Chart. So this allows it to be controlled per user.


In about 2 to 3 months we should be able to gradually work towards this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-05-23 17:33:14]
IconBob - Posts: 61
I have read your various posts on your future Datafeed plans and it appears your goal is to provide your own market data order routing service at least for CME data. Will this be available independent of Sierra Chart?
[2020-05-25 11:15:08]
Sierra Chart Engineering - Posts: 104368
We have to see about that. But it is accessible through the DTC Protocol Server:
Data and Trading Communications (DTC) Protocol Server
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-07-05 13:30:41]
IconBob - Posts: 61
As requested in Q#4 I'm contacting you about how separating Implicit (MBO) from Explicit (Implied) orders is coming along.
[2020-07-07 08:24:52]
Sierra Chart Engineering - Posts: 104368
We really cannot allocate time for this. We are overwhelmed with work, this is actually a major understatement, and things are not going to get better until next year.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-07-07 08:25:08

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